+653.1%
ASTS vs BURL
+89.8%
+563.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.9% | -12.3% | -14.1% |
| 7D | -29.9% | +3.5% | -33.4% | -30.8% |
| 30D | -52.2% | -9.3% | -42.9% | -50.4% |
| 3M | -55.8% | -32.1% | -23.7% | -49.4% |
| 6M | -52.7% | -19.8% | -32.9% | -50.2% |
| YTD | -58.4% | -13.2% | -45.2% | -57.9% |
| 1Y | -57.1% | -7.8% | -49.3% | -58.2% |
| All | +653.1% | +89.8% | +563.3% | +653.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling